While in Connect - Government Reporting - W-2/W-3s, click on the Forms tab.  Click the pencil at the far right of the screen next to the W-2 form drop down.  In the popup, select the form that you want to use.  Right click on the Social Security Number field and click Settings.  Change the format from 000-00-000 to XXX-XX-${last} ; repeat for each social security number field.  Save the form; if you started with a Caselle Master you will need to provide the form a new name.  Close.  Tie the updated form to your W-2 report and save.